Question: Let A , A,,..., A be iid observations from the normal distribution with mean equal to zero and unknown standard deviation O . Show that

Let A , A,,..., A be iid observations from the normal distribution with mean equal to zero and unknown standard deviation O . Show that S = k I X | is a consistent estimator of O if and only if k = J.x/ 2. n b. Find the asymptotic relative efficiency of O with k = \\/ 2 with respect to the MLE O = X

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